E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 01-May-2009
Day Change Summary
Previous Current
30-Apr-2009 01-May-2009 Change Change % Previous Week
Open 876.25 861.50 -14.75 -1.7% 843.00
High 884.25 869.75 -14.50 -1.6% 884.25
Low 858.25 857.00 -1.25 -0.1% 833.50
Close 862.50 868.75 6.25 0.7% 868.75
Range 26.00 12.75 -13.25 -51.0% 50.75
ATR
Volume 6 18 12 200.0% 40
Daily Pivots for day following 01-May-2009
Classic Woodie Camarilla DeMark
R4 903.50 898.75 875.75
R3 890.75 886.00 872.25
R2 878.00 878.00 871.00
R1 873.25 873.25 870.00 875.50
PP 865.25 865.25 865.25 866.25
S1 860.50 860.50 867.50 863.00
S2 852.50 852.50 866.50
S3 839.75 847.75 865.25
S4 827.00 835.00 861.75
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 1,014.50 992.25 896.75
R3 963.75 941.50 882.75
R2 913.00 913.00 878.00
R1 890.75 890.75 873.50 902.00
PP 862.25 862.25 862.25 867.75
S1 840.00 840.00 864.00 851.00
S2 811.50 811.50 859.50
S3 760.75 789.25 854.75
S4 710.00 738.50 840.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 884.25 833.50 50.75 5.8% 14.25 1.6% 69% False False 8
10 884.25 816.50 67.75 7.8% 16.00 1.8% 77% False False 9
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.78
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 924.00
2.618 903.25
1.618 890.50
1.000 882.50
0.618 877.75
HIGH 869.75
0.618 865.00
0.500 863.50
0.382 861.75
LOW 857.00
0.618 849.00
1.000 844.25
1.618 836.25
2.618 823.50
4.250 802.75
Fisher Pivots for day following 01-May-2009
Pivot 1 day 3 day
R1 867.00 870.50
PP 865.25 870.00
S1 863.50 869.50

These figures are updated between 7pm and 10pm EST after a trading day.

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